77 resultados para Nash equilibrium
em Indian Institute of Science - Bangalore - Índia
Resumo:
This paper considers a multi-person discrete game with random payoffs. The distribution of the random payoff is unknown to the players and further none of the players know the strategies or the actual moves of other players. A class of absolutely expedient learning algorithms for the game based on a decentralised team of Learning Automata is presented. These algorithms correspond, in some sense, to rational behaviour on the part of the players. All stable stationary points of the algorithm are shown to be Nash equilibria for the game. It is also shown that under some additional constraints on the game, the team will always converge to a Nash equilibrium.
Resumo:
Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.
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We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.
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Bacterial persistent infections are responsible for a significant amount of the human morbidity and mortality. Unlike acute bacterial infections, it is very difficult to treat persistent bacterial infections (e.g. tuberculosis). Knowledge about the location of pathogenic bacteria during persistent infection will help to treat such conditions by designing novel drugs which can reach such locations. In this study, events of bacterial persistent infections were analyzed using game theory. A game was defined where the pathogen and the host are the two players with a conflict of interest. Criteria for the establishment of Nash equilibrium were calculated for this game. This theoretical model, which is very simple and heuristic, predicts that during persistent infections pathogenic bacteria stay in both intracellular and extracellular compartments of the host. The result of this study implies that a bacterium should be able to survive in both intracellular and extracellular compartments of the host in order to cause persistent infections. This explains why persistent infections are more often caused by intracellular pathogens like Mycobacterium and Salmonella. Moreover, this prediction is in consistence with the results of previous experimental studies.
Resumo:
A combined base station association and power control problem is studied for the uplink of multichannel multicell cellular networks, in which each channel is used by exactly one cell (i.e., base station). A distributed association and power update algorithm is proposed and shown to converge to a Nash equilibrium of a noncooperative game. We consider network models with discrete mobiles (yielding an atomic congestion game), as well as a continuum of mobiles (yielding a population game). We find that the equilibria need not be Pareto efficient, nor need they be system optimal. To address the lack of system optimality, we propose pricing mechanisms. It is shown that these mechanisms can be implemented in a distributed fashion.
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In public utilities, under supply constraints, fairness considerations lead to a market failure. This paper characterizes a two-period principal-agent contract for demand management, that mitigates this market failure in urban water systems. The contract is designed as an extensive form mechanism using subgame perfect Nash equilibrium (SPNE) as the solution concept. The contract is fair; and is shown to be economically efficient if, in case of deviation by the agent, the gain to the agent and the loss to the principal are small. It is shown that the assumption can be avoided in an infinite horizon contract.
Resumo:
In wireless ad hoc networks, nodes communicate with far off destinations using intermediate nodes as relays. Since wireless nodes are energy constrained, it may not be in the best interest of a node to always accept relay requests. On the other hand, if all nodes decide not to expend energy in relaying, then network throughput will drop dramatically. Both these extreme scenarios (complete cooperation and complete noncooperation) are inimical to the interests of a user. In this paper, we address the issue of user cooperation in ad hoc networks. We assume that nodes are rational, i.e., their actions are strictly determined by self interest, and that each node is associated with a minimum lifetime constraint. Given these lifetime constraints and the assumption of rational behavior, we are able to determine the optimal share of service that each node should receive. We define this to be the rational Pareto optimal operating point. We then propose a distributed and scalable acceptance algorithm called Generous TIT-FOR-TAT (GTFT). The acceptance algorithm is used by the nodes to decide whether to accept or reject a relay request. We show that GTFT results in a Nash equilibrium and prove that the system converges to the rational and optimal operating point.
Resumo:
Query incentive networks capture the role of incentives in extracting information from decentralized information networks such as a social network. Several game theoretic tilt:Kids of query incentive networks have been proposed in the literature to study and characterize the dependence, of the monetary reward required to extract the answer for a query, on various factors such as the structure of the network, the level of difficulty of the query, and the required success probability.None of the existing models, however, captures the practical andimportant factor of quality of answers. In this paper, we develop a complete mechanism design based framework to incorporate the quality of answers, in the monetization of query incentive networks. First, we extend the model of Kleinberg and Raghavan [2] to allow the nodes to modulate the incentive on the basis of the quality of the answer they receive. For this qualify conscious model. we show are existence of a unique Nash equilibrium and study the impact of quality of answers on the growth rate of the initial reward, with respect to the branching factor of the network. Next, we present two mechanisms; the direct comparison mechanism and the peer prediction mechanism, for truthful elicitation of quality from the agents. These mechanisms are based on scoring rules and cover different; scenarios which may arise in query incentive networks. We show that the proposed quality elicitation mechanisms are incentive compatible and ex-ante budget balanced. We also derive conditions under which ex-post budget balance can beachieved by these mechanisms.
Resumo:
Channel assignment in multi-channel multi-radio wireless networks poses a significant challenge due to scarcity of number of channels available in the wireless spectrum. Further, additional care has to be taken to consider the interference characteristics of the nodes in the network especially when nodes are in different collision domains. This work views the problem of channel assignment in multi-channel multi-radio networks with multiple collision domains as a non-cooperative game where the objective of the players is to maximize their individual utility by minimizing its interference. Necessary and sufficient conditions are derived for the channel assignment to be a Nash Equilibrium (NE) and efficiency of the NE is analyzed by deriving the lower bound of the price of anarchy of this game. A new fairness measure in multiple collision domain context is proposed and necessary and sufficient conditions for NE outcomes to be fair are derived. The equilibrium conditions are then applied to solve the channel assignment problem by proposing three algorithms, based on perfect/imperfect information, which rely on explicit communication between the players for arriving at an NE. A no-regret learning algorithm known as Freund and Schapire Informed algorithm, which has an additional advantage of low overhead in terms of information exchange, is proposed and its convergence to the stabilizing outcomes is studied. New performance metrics are proposed and extensive simulations are done using Matlab to obtain a thorough understanding of the performance of these algorithms on various topologies with respect to these metrics. It was observed that the algorithms proposed were able to achieve good convergence to NE resulting in efficient channel assignment strategies.
Resumo:
In this paper, we address a key problem faced by advertisers in sponsored search auctions on the web: how much to bid, given the bids of the other advertisers, so as to maximize individual payoffs? Assuming the generalized second price auction as the auction mechanism, we formulate this problem in the framework of an infinite horizon alternative-move game of advertiser bidding behavior. For a sponsored search auction involving two advertisers, we characterize all the pure strategy and mixed strategy Nash equilibria. We also prove that the bid prices will lead to a Nash equilibrium, if the advertisers follow a myopic best response bidding strategy. Following this, we investigate the bidding behavior of the advertisers if they use Q-learning. We discover empirically an interesting trend that the Q-values converge even if both the advertisers learn simultaneously.
Resumo:
A customer reported problem (or Trouble Ticket) in software maintenance is typically solved by one or more maintenance engineers. The decision of allocating the ticket to one or more engineers is generally taken by the lead, based on customer delivery deadlines and a guided complexity assessment from each maintenance engineer. The key challenge in such a scenario is two folds, un-truthful (hiked up) elicitation of ticket complexity by each engineer to the lead and the decision of allocating the ticket to a group of engineers who will solve the ticket with in customer deadline. The decision of allocation should ensure Individual and Coalitional Rationality along with Coalitional Stability. In this paper we use game theory to examine the issue of truthful elicitation of ticket complexities by engineers for solving ticket as a group given a specific customer delivery deadline. We formulate this problem as strategic form game and propose two mechanisms, (1) Division of Labor (DOL) and (2) Extended Second Price (ESP). In the proposed mechanisms we show that truth telling by each engineer constitutes a Dominant Strategy Nash Equilibrium of the underlying game. Also we analyze the existence of Individual Rationality (IR) and Coalitional Rationality (CR) properties to motivate voluntary and group participation. We use Core, solution concept from co-operative game theory to analyze the stability of the proposed group based on the allocation and payments.
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We consider the problem of ``fair'' scheduling the resources to one of the many mobile stations by a centrally controlled base station (BS). The BS is the only entity taking decisions in this framework based on truthful information from the mobiles on their radio channel. We study the well-known family of parametric alpha-fair scheduling problems from a game-theoretic perspective in which some of the mobiles may be noncooperative. We first show that if the BS is unaware of the noncooperative behavior from the mobiles, the noncooperative mobiles become successful in snatching the resources from the other cooperative mobiles, resulting in unfair allocations. If the BS is aware of the noncooperative mobiles, a new game arises with BS as an additional player. It can then do better by neglecting the signals from the noncooperative mobiles. The BS, however, becomes successful in eliciting the truthful signals from the mobiles only when it uses additional information (signal statistics). This new policy along with the truthful signals from mobiles forms a Nash equilibrium (NE) that we call a Truth Revealing Equilibrium. Finally, we propose new iterative algorithms to implement fair scheduling policies that robustify the otherwise nonrobust (in presence of noncooperation) alpha-fair scheduling algorithms.
Resumo:
In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.
Resumo:
Liquids of silver-copper alloys with near eutectic compositions embedded in a copper matrix were undercooled. The structural and microstructural investigations of these alloys solidified from undercooled temperature indicated the absence of both the eutectic reaction and diffusionless transformation below the equal free energy curve (T0). Instead the liquid maintained local equilibrium with the copper dendrites continuously until it intersected the extended solidus of the silver rich solid solution.
Resumo:
The comparative trapping efficiency of indium in aluminium solid solution during vapour deposition and rapid solidification at room temperature was evaluated by studying the nature of the decomposition of the metastable solid solution. A spinodal decomposition was observed in the case of rapid solidification while vapour deposited foils decompose by a nucleation and growth type of process. From this we conclude that rapid solidification effects a more efficient non-equilibrium trapping of indium in aluminium solid solution compared to vapour deposition at room temperature.